Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
03.12.2024 | 1.88% | 0.90 CHF | 0.92 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 69'155 CHF | 70'466 CHF | 100.00% | 100.00% |
02.12.2024 | 1.93% | 0.92 CHF | 0.94 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 71'158 CHF | 72'541 CHF | 100.00% | 100.00% |
29.11.2024 | 1.75% | 0.94 CHF | 0.96 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 56'280 CHF | 47'725 CHF | 100.00% | 100.00% |
28.11.2024 | 1.74% | 0.92 CHF | 0.93 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 66'165 CHF | 67'330 CHF | 100.00% | 100.00% |
27.11.2024 | 1.98% | 0.92 CHF | 0.94 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 70'482 CHF | 71'890 CHF | 99.46% | 99.46% |
26.11.2024 | 1.70% | 0.94 CHF | 0.95 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 71'981 CHF | 73'218 CHF | 100.00% | 100.00% |
25.11.2024 | 1.84% | 0.96 CHF | 0.97 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 69'746 CHF | 71'042 CHF | 100.00% | 100.00% |
22.11.2024 | 1.73% | 0.92 CHF | 0.94 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 71'269 CHF | 72'513 CHF | 100.00% | 100.00% |
20.11.2024 | 1.69% | 1.05 CHF | 1.07 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 78'609 CHF | 79'947 CHF | 100.00% | 100.00% |
19.11.2024 | 1.91% | 1.02 CHF | 1.04 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 73'296 CHF | 74'709 CHF | 100.00% | 100.00% |